AnyType multi_response_glm_multinom_logit_transition::run(AnyType& args) { MutableMultiResponseGLMState state = args[0].getAs<MutableByteString>(); if (state.terminated || args[1].isNull() || args[2].isNull()) { return args[0]; } double y = args[1].getAs<double>(); MappedColumnVector x; try { MappedColumnVector xx = args[2].getAs<MappedColumnVector>(); x.rebind(xx.memoryHandle(), xx.size()); } catch (const ArrayWithNullException &e) { return args[0]; } if (state.empty()) { state.num_features = static_cast<uint16_t>(x.size()); state.num_categories = args[4].getAs<uint16_t>(); state.optimizer.num_coef = static_cast<uint16_t>( state.num_features * (state.num_categories-1)); // MADLIB-667: GPDB limits the single array size to be 1GB, which means // that the size of a double array cannot be large than 134217727 // because (134217727 * 8) / (1024 * 1024) = 1023. And solve // state_size = x^2 + 2^x + 6 <= 134217727 will give x <= 11584. uint32_t state_size = 6 + state.optimizer.num_coef * state.optimizer.num_coef + 2 * state.optimizer.num_coef; if(state_size > 134217727){ throw std::runtime_error( "The product of number of independent variables and number of " "categories cannot be larger than 11584."); } state.resize(); if (!args[3].isNull()) { MultiResponseGLMState prev_state = args[3].getAs<ByteString>(); state = prev_state; state.reset(); } } state << MutableMultiResponseGLMState::tuple_type(x, y); return state.storage(); }
AnyType row_fold::run(AnyType & args){ MappedColumnVector vec = args[0].getAs<MappedColumnVector>(); MappedIntegerVector pat = args[1].getAs<MappedIntegerVector>(); if (vec.size() != pat.sum()) { throw std::invalid_argument( "dimensions mismatch: row_in.size() != pattern.sum()"); } ColumnVector r(pat.size()); for (int i = 0, j = 0; i < pat.size(); j += pat[i++]) r[i] = vec.segment(j, pat[i]).prod(); return r; }
AnyType matrix_vec_mult_in_mem_2d::run(AnyType & args){ MappedColumnVector vec = args[0].getAs<MappedColumnVector>(); MappedMatrix mat = args[1].getAs<MappedMatrix>(); // Note mat is constructed in the column-first order // which means that mat is actually transposed if(vec.size() != mat.cols()){ throw std::invalid_argument( "dimensions mismatch: vec.size() != matrix.rows()"); }; // trans(vec) * trans(mat) = mat * vec Matrix r = mat * vec; ColumnVector v = r.col(0); return v; }
// ----------------------------------------------------------------------- // Linear regression // ----------------------------------------------------------------------- AnyType linregr_transition::run(AnyType& args) { MutableLinRegrState state = args[0].getAs<MutableByteString>(); if (args[1].isNull() || args[2].isNull()) { return args[0]; } double y = args[1].getAs<double>(); MappedColumnVector x; try { MappedColumnVector xx = args[2].getAs<MappedColumnVector>(); x.rebind(xx.memoryHandle(), xx.size()); } catch (const ArrayWithNullException &e) { return args[0]; } state << MutableLinRegrState::tuple_type(x, y); return state.storage(); }